Time-varying auto-regressive models for count time-series

DOI10.1214/21-EJS1851zbMath1473.62314arXiv2009.07634OpenAlexW3167604379MaRDI QIDQ2044402

Sayar Karmakar, Arkaprava Roy

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.07634

zbMATH Keywords

B-splinesautoregressive modelPoisson regressionnon-stationaryCOVID-19posterior contraction ratescount-valued time seriesHamiltonian Monte Carlo (HMC)INGARCH

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Bayesian time‐varying autoregressive models of COVID‐19 epidemics

Uses Software

• BayesSpec

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